+88.3%
RF vs PL
+454.1%
-365.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.3% | -9.3% | +10.6% | +2.2% |
| 30D | -3.6% | -18.9% | +15.3% | -1.8% |
| 3M | +8.1% | -58.4% | +66.5% | +16.5% |
| 6M | +11.5% | -30.3% | +41.8% | +11.7% |
| YTD | +15.6% | -8.1% | +23.7% | +11.1% |
| 1Y | +15.7% | +180.5% | -164.8% | -6.3% |
| All | +88.3% | +454.1% | -365.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling